A Berry-Esséen bound for Student's statistic in the non-i. i. d. case
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Publication:1923940
DOI10.1007/BF02214086zbMath0923.60029MaRDI QIDQ1923940
Friedrich Götze, Mindaugas Bloznelis, Vidmantas Bentkus
Publication date: 25 October 1999
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
convergence rate; central limit theorem; self-normalized sums; Berry-Esséen bound; non-identically distributed random variables; Student's statistic
60F05: Central limit and other weak theorems
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Self-normalized Cramér-type large deviations for independent random variables., A Berry-Esseen bound for least squares error variance estimators of regression parameters, Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic., Self-normalized LIL for Hanson-Russo type increments, A Berry-Esseen bound for \(U\)-statistics, On the self-normalized Cramér-type large deviation
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